Investigation of alternative methods of option pricing

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Investigation of alternative methods of option pricing

ABSTRACT This dissertation comprising part of a Master Course in Computational Finance investigates the performance of binomial method and neural networks when they mimic Black-Scholes function in pricing European call option. A binomial option pricing calculator with GUI was written in java and an...

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Bibliographic Details
Main Author:	Wang, Mingxiu
Format:	Dissertation (University of Nottingham only)
Published:	2006
Online Access:	https://eprints.nottingham.ac.uk/21565/

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